I don’t know bazzite but if you just want to use your vpn you could create a wireguard config on the Mullvad site and use this in any NetworkManager. So no direct need for the Mullvad appliction.

I would love to get one. Really like the option to have gestures and in general the work with a trackpad. Sadly its from canada and getting it to europe will be expensive.

I mean if you take a look into f-droid a lot of free apps that are tracking free and perfect to use. So there are apps that are free and good to use.